CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7334 |
0.0007 |
0.1% |
0.7335 |
| High |
0.7345 |
0.7338 |
-0.0007 |
-0.1% |
0.7366 |
| Low |
0.7325 |
0.7297 |
-0.0028 |
-0.4% |
0.7274 |
| Close |
0.7339 |
0.7300 |
-0.0039 |
-0.5% |
0.7327 |
| Range |
0.0021 |
0.0041 |
0.0021 |
100.0% |
0.0092 |
| ATR |
0.0035 |
0.0035 |
0.0001 |
1.4% |
0.0000 |
| Volume |
226 |
343 |
117 |
51.8% |
2,114 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7435 |
0.7408 |
0.7323 |
|
| R3 |
0.7394 |
0.7367 |
0.7311 |
|
| R2 |
0.7353 |
0.7353 |
0.7308 |
|
| R1 |
0.7326 |
0.7326 |
0.7304 |
0.7319 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7308 |
| S1 |
0.7285 |
0.7285 |
0.7296 |
0.7278 |
| S2 |
0.7271 |
0.7271 |
0.7292 |
|
| S3 |
0.7230 |
0.7244 |
0.7289 |
|
| S4 |
0.7189 |
0.7203 |
0.7277 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7597 |
0.7553 |
0.7377 |
|
| R3 |
0.7505 |
0.7462 |
0.7352 |
|
| R2 |
0.7414 |
0.7414 |
0.7344 |
|
| R1 |
0.7370 |
0.7370 |
0.7335 |
0.7346 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7310 |
| S1 |
0.7279 |
0.7279 |
0.7319 |
0.7255 |
| S2 |
0.7231 |
0.7231 |
0.7310 |
|
| S3 |
0.7139 |
0.7187 |
0.7302 |
|
| S4 |
0.7048 |
0.7096 |
0.7277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7366 |
0.7275 |
0.0091 |
1.2% |
0.0035 |
0.5% |
28% |
False |
False |
386 |
| 10 |
0.7366 |
0.7274 |
0.0092 |
1.3% |
0.0036 |
0.5% |
28% |
False |
False |
339 |
| 20 |
0.7396 |
0.7243 |
0.0153 |
2.1% |
0.0037 |
0.5% |
37% |
False |
False |
446 |
| 40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
28% |
False |
False |
323 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
26% |
False |
False |
242 |
| 80 |
0.7510 |
0.7243 |
0.0267 |
3.7% |
0.0024 |
0.3% |
21% |
False |
False |
188 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
16% |
False |
False |
156 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
16% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7445 |
|
1.618 |
0.7404 |
|
1.000 |
0.7379 |
|
0.618 |
0.7363 |
|
HIGH |
0.7338 |
|
0.618 |
0.7322 |
|
0.500 |
0.7318 |
|
0.382 |
0.7313 |
|
LOW |
0.7297 |
|
0.618 |
0.7272 |
|
1.000 |
0.7256 |
|
1.618 |
0.7231 |
|
2.618 |
0.7190 |
|
4.250 |
0.7123 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7331 |
| PP |
0.7312 |
0.7321 |
| S1 |
0.7306 |
0.7310 |
|